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 Optimization


New Paradigms for Exploiting Parallel Experiments in Bayesian Optimization

arXiv.org Machine Learning

Bayesian optimization (BO) is one of the most effective methods for closed-loop experimental design and black-box optimization. However, a key limitation of BO is that it is an inherently sequential algorithm (one experiment is proposed per round) and thus cannot directly exploit high-throughput (parallel) experiments. Diverse modifications to the BO framework have been proposed in the literature to enable exploitation of parallel experiments but such approaches are limited in the degree of parallelization that they can achieve and can lead to redundant experiments (thus wasting resources and potentially compromising performance). In this work, we present new parallel BO paradigms that exploit the structure of the system to partition the design space. Specifically, we propose an approach that partitions the design space by following the level sets of the performance function and an approach that exploits partially-separable structures of the performance function found. We conduct extensive numerical experiments using a reactor case study to benchmark the effectiveness of these approaches against a variety of state-of-the-art parallel algorithms reported in the literature. Our computational results show that our approaches significantly reduce the required search time and increase the probability of finding a global (rather than local) solution.


Online Convex Optimization of Programmable Quantum Computers to Simulate Time-Varying Quantum Channels

arXiv.org Artificial Intelligence

Simulating quantum channels is a fundamental primitive in quantum computing, since quantum channels define general (trace-preserving) quantum operations. An arbitrary quantum channel cannot be exactly simulated using a finite-dimensional programmable quantum processor, making it important to develop optimal approximate simulation techniques. In this paper, we study the challenging setting in which the channel to be simulated varies adversarially with time. We propose the use of matrix exponentiated gradient descent (MEGD), an online convex optimization method, and analytically show that it achieves a sublinear regret in time. Through experiments, we validate the main results for time-varying dephasing channels using a programmable generalized teleportation processor.


Walkability Optimization: Formulations, Algorithms, and a Case Study of Toronto

arXiv.org Artificial Intelligence

The concept of walkable urban development has gained increased attention due to its public health, economic, and environmental sustainability benefits. Unfortunately, land zoning and historic under-investment have resulted in spatial inequality in walkability and social inequality among residents. We tackle the problem of Walkability Optimization through the lens of combinatorial optimization. The task is to select locations in which additional amenities (e.g., grocery stores, schools, restaurants) can be allocated to improve resident access via walking while taking into account existing amenities and providing multiple options (e.g., for restaurants). To this end, we derive Mixed-Integer Linear Programming (MILP) and Constraint Programming (CP) models. Moreover, we show that the problem's objective function is submodular in special cases, which motivates an efficient greedy heuristic. We conduct a case study on 31 underserved neighborhoods in the City of Toronto, Canada. MILP finds the best solutions in most scenarios but does not scale well with network size. The greedy algorithm scales well and finds near-optimal solutions. Our empirical evaluation shows that neighbourhoods with low walkability have a great potential for transformation into pedestrian-friendly neighbourhoods by strategically placing new amenities. Allocating 3 additional grocery stores, schools, and restaurants can improve the "WalkScore" by more than 50 points (on a scale of 100) for 4 neighbourhoods and reduce the walking distances to amenities for 75% of all residential locations to 10 minutes for all amenity types. Our code and paper appendix are available at https://github.com/khalil-research/walkability.


Machine learning based surrogate models for microchannel heat sink optimization

arXiv.org Artificial Intelligence

Microchannel heat sinks are an efficient cooling method for semiconductor packages. However, to properly cool increasingly complex and thermally dense circuits, microchannel designs should be improved and expanded on. In this paper, microchannel designs with secondary channels and with ribs are investigated using computational fluid dynamics and are coupled with a multi-objective optimization algorithm to determine and propose optimal solutions based on observed thermal resistance and pumping power. A workflow that combines Latin hypercube sampling, machine learning-based surrogate modeling and multi-objective optimization is proposed. Random forests, gradient boosting algorithms and neural networks were considered during the search for the best surrogate. We demonstrated that tuned neural networks can make accurate predictions and be used to create an acceptable surrogate model. Optimized solutions show a negligible difference in overall performance when compared to the conventional optimization approach. Additionally, solutions are calculated in one-fifth of the original time. Generated designs attain temperatures that are lower by more than 10% under the same pressure limits as a convectional microchannel design. When limited by temperature, pressure drops are reduced by more than 25%. Finally, the influence of each design variable on the thermal resistance and pumping power was investigated by employing the SHapley Additive exPlanations technique. Overall, we have demonstrated that the proposed framework has merit and can be used as a viable methodology in microchannel heat sink design optimization.


Design and Planning of Flexible Mobile Micro-Grids Using Deep Reinforcement Learning

arXiv.org Artificial Intelligence

Ongoing risks from climate change have impacted the livelihood of global nomadic communities, and are likely to lead to increased migratory movements in coming years. As a result, mobility considerations are becoming increasingly important in energy systems planning, particularly to achieve energy access in developing countries. Advanced Plug and Play control strategies have been recently developed with such a decentralized framework in mind, more easily allowing for the interconnection of nomadic communities, both to each other and to the main grid. In light of the above, the design and planning strategy of a mobile multi-energy supply system for a nomadic community is investigated in this work. Motivated by the scale and dimensionality of the associated uncertainties, impacting all major design and decision variables over the 30-year planning horizon, Deep Reinforcement Learning (DRL) is implemented for the design and planning problem tackled. DRL based solutions are benchmarked against several rigid baseline design options to compare expected performance under uncertainty. The results on a case study for ger communities in Mongolia suggest that mobile nomadic energy systems can be both technically and economically feasible, particularly when considering flexibility, although the degree of spatial dispersion among households is an important limiting factor. Key economic, sustainability and resilience indicators such as Cost, Equivalent Emissions and Total Unmet Load are measured, suggesting potential improvements compared to available baselines of up to 25%, 67% and 76%, respectively. Finally, the decomposition of values of flexibility and plug and play operation is presented using a variation of real options theory, with important implications for both nomadic communities and policymakers focused on enabling their energy access.


Real-time Sampling-based Model Predictive Control based on Reverse Kullback-Leibler Divergence and Its Adaptive Acceleration

arXiv.org Artificial Intelligence

Sampling-based model predictive control (MPC) can be applied to versatile robotic systems. However, the real-time control with it is a big challenge due to its unstable updates and poor convergence. This paper tackles this challenge with a novel derivation from reverse Kullback-Leibler divergence, which has a mode-seeking behavior and is likely to find one of the sub-optimal solutions early. With this derivation, a weighted maximum likelihood estimation with positive/negative weights is obtained, solving by mirror descent (MD) algorithm. While the negative weights eliminate unnecessary actions, that requires to develop a practical implementation that avoids the interference with positive/negative updates based on rejection sampling. In addition, although the convergence of MD can be accelerated with Nesterov's acceleration method, it is modified for the proposed MPC with a heuristic of a step size adaptive to the noise estimated in update amounts. In the real-time simulations, the proposed method can solve more tasks statistically than the conventional method and accomplish more complex tasks only with a CPU due to the improved acceleration. In addition, its applicability is also demonstrated in a variable impedance control of a force-driven mobile robot. https://youtu.be/D8bFMzct1XM


Optimizing Real-Time Performances for Timed-Loop Racing under F1TENTH

arXiv.org Artificial Intelligence

Motion planning and control in autonomous car racing are one of the most challenging and safety-critical tasks due to high speed and dynamism. The lower-level control nodes are expected to be highly optimized due to resource constraints of onboard embedded processing units, although there are strict latency requirements. Some of these guarantees can be provided at the application level, such as using ROS2's Real-Time executors. However, the performance can be far from satisfactory as many modern control algorithms (such as Model Predictive Control) rely on solving complicated online optimization problems at each iteration. In this paper, we present a simple yet effective multi-threading technique to optimize the throughput of online-control algorithms for resource-constrained autonomous racing platforms. We achieve this by maintaining a systematic pool of worker threads solving the optimization problem in parallel which can improve the system performance by reducing latency between control input commands. We further demonstrate the effectiveness of our method using the Model Predictive Contouring Control (MPCC) algorithm running on Nvidia's Xavier AGX platform.


Chance-Constrained Iterative Linear-Quadratic Stochastic Games

arXiv.org Artificial Intelligence

Dynamic game arises as a powerful paradigm for multi-robot planning, for which safety constraint satisfaction is crucial. Constrained stochastic games are of particular interest, as real-world robots need to operate and satisfy constraints under uncertainty. Existing methods for solving stochastic games handle chance constraints using exponential penalties with hand-tuned weights. However, finding a suitable penalty weight is nontrivial and requires trial and error. In this paper, we propose the chance-constrained iterative linear-quadratic stochastic games (CCILQGames) algorithm. CCILQGames solves chance-constrained stochastic games using the augmented Lagrangian method. We evaluate our algorithm in three autonomous driving scenarios, including merge, intersection, and roundabout. Experimental results and Monte Carlo tests show that CCILQGames can generate safe and interactive strategies in stochastic environments.


Incremental cycle bases for cycle-based pose graph optimization

arXiv.org Artificial Intelligence

Pose graph optimization is a special case of the simultaneous localization and mapping problem where the only variables to be estimated are pose variables and the only measurements are inter-pose constraints. The vast majority of pose graph optimization techniques are vertex based (variables are robot poses), but recent work has parameterized the pose graph optimization problem in a relative fashion (variables are the transformations between poses) that utilizes a minimum cycle basis to maximize the sparsity of the problem. We explore the construction of a cycle basis in an incremental manner while maximizing the sparsity. We validate an algorithm that constructs a sparse cycle basis incrementally and compare its performance with a minimum cycle basis. Additionally, we present an algorithm to approximate the minimum cycle basis of two graphs that are sparsely connected as is common in multi-agent scenarios. Lastly, the relative parameterization of pose graph optimization has been limited to using rigid body transforms on SE(2) or SE(3) as the constraints between poses. We introduce a methodology to allow for the use of lower-degree-of-freedom measurements in the relative pose graph optimization problem. We provide extensive validation of our algorithms on standard benchmarks, simulated datasets, and custom hardware.


Learning Options via Compression

arXiv.org Artificial Intelligence

Identifying statistical regularities in solutions to some tasks in multi-task reinforcement learning can accelerate the learning of new tasks. Skill learning offers one way of identifying these regularities by decomposing pre-collected experiences into a sequence of skills. A popular approach to skill learning is maximizing the likelihood of the pre-collected experience with latent variable models, where the latent variables represent the skills. However, there are often many solutions that maximize the likelihood equally well, including degenerate solutions. To address this underspecification, we propose a new objective that combines the maximum likelihood objective with a penalty on the description length of the skills. This penalty incentivizes the skills to maximally extract common structures from the experiences. Empirically, our objective learns skills that solve downstream tasks in fewer samples compared to skills learned from only maximizing likelihood. Further, while most prior works in the offline multi-task setting focus on tasks with low-dimensional observations, our objective can scale to challenging tasks with high-dimensional image observations.